V-Lab: Chobi Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Chobi Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:26.78% (-0.33%)

Analysis last updated: Wednesday, May 1, 2024 at 10:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6026	7.51
$α$	0.1629	10.33
$β$	0.7398	29.37
$γ_{1}$	-0.0956	-2.25
$γ_{2}$	0.1916	3.16
$γ_{3}$	-0.2022	-4.55
$γ_{4}$	0.1267	2.51
$γ_{5}$	0.0285	0.49
$γ_{6}$	-0.1063	-1.69
$γ_{7}$	0.0252	0.36
$γ_{8}$	0.1533	1.78
$γ_{9}$	-0.2285	-2.32
$γ_{10}$	0.1491	1.85

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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